+46.3%
LYB vs JBL
+1,558.3%
-1,512.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.0% | -6.0% | -3.0% |
| 7D | +0.3% | +2.4% | -2.2% | -0.8% |
| 30D | +2.5% | -13.1% | +15.6% | +7.8% |
| 3M | +1.4% | -15.6% | +17.0% | +6.6% |
| 6M | -3.5% | +24.6% | -28.1% | -17.0% |
| YTD | +52.0% | +39.6% | +12.4% | +22.3% |
| 1Y | +22.1% | +48.6% | -26.6% | -6.0% |
| 3Y | -22.8% | +197.3% | -220.0% | -62.0% |
| 5Y | -3.4% | +413.0% | -416.3% | -67.1% |
| All | +46.3% | +1,558.3% | -1,512.0% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JBL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling